+104.7%
FLEX vs BP
+38.1%
+66.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +1.9% | +5.0% |
| 7D | +7.0% | +0.9% | +6.0% | +7.2% |
| 30D | -5.8% | +9.1% | -14.9% | -3.4% |
| 3M | -24.2% | +3.9% | -28.1% | -22.5% |
| 6M | +90.8% | +13.6% | +77.2% | +84.3% |
| YTD | +89.2% | +34.0% | +55.2% | +73.3% |
| 1Y | +104.7% | +39.2% | +65.5% | +84.9% |
| All | +104.7% | +38.1% | +66.6% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling